Rates of convergence of approximate maxi
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J.P.N. Bishwal; A. Bose
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Article
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2001
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Elsevier Science
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English
β 828 KB
## Berry-Esseen bounds, with random and nonrandom normings, and large deviation probability bounds for two approximate maximum likelihood estimators of the drift parameter in the Ornstein-Uhlenbeck process are obtained when the process is observed at equally spaced dense time points. Also obtained